Related papers: Non-commutative Painleve' equations and Hermite-ty…
We study unitary random matrix ensembles of the form $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)}dM$, where $\alpha>-1/2$ and $V$ is such that the limiting mean eigenvalue density for $n,N\to\infty$ and $n/N\to 1$ vanishes quadratically…
String equations related to 2D gravity seem to provide, quite naturally and systematically, integrable kernels, in the sense of Its-Izergin-Korepin and Slavnov. Some of these kernels (besides the "classical" examples of Airy and Pearcey)…
We study a family of unbounded solutions to the Korteweg-de Vries equation which can be constructed as log-derivatives of deformed Airy kernel Fredholm determinants, and which are connected to an integro-differential version of the second…
We obtain asymptotics of polynomials satisfying the orthogonality relations $$ \int_{\mathbb{R}} z^k P_n(z; t , N) \mathrm{e}^{-N \left(\frac{1}{4}z^4 + \frac{t}{2}z^2 \right)} \mathrm{d} z = 0 \quad \text{ for } \quad k = 0, 1, ..., n-1,…
Under the Flaschka-Newell Lax pair, the Darboux transformation for the Painlev\'{e}-II equation is constructed by the limiting technique. With the aid of the Darboux transformation, the rational solutions are represented by the Gram…
We compute asymptotics for Hankel determinants and orthogonal polynomials with respect to a discontinuous Gaussian weight, in a critical regime where the discontinuity is close to the edge of the associated equilibrium measure support.…
We consider two Lax systems for the homogeneous Painlev\'{e} II equation: one of size $2\times 2$ studied by Flaschka and Newell in the early 1980's, and one of size $4\times 4$ introduced by Delvaux-Kuijlaars-Zhang and Duits-Geudens in the…
The Riemann-Hilbert problems for multiple orthogonal polynomials of types I and II are used to derive string equations associated to pairs of Lax-Orlov operators. A method for determining the quasiclassical limit of string equations in the…
Explicit solutions to the Riemann-Hilbert problem will be found realising some irreducible non-rigid local systems. The relation to isomonodromy and the sixth Painleve equation will be described. Keywords: Riemann-Hilbert problem, Painleve…
In this paper, we study the asymptotic behavior of a family of pole-free solutions to the noncommutative Painlev\'e II equation. These particular solutions can be expressed in terms of the Fredholm determinant of the matrix version of the…
The extension of Painlev\'e equations to noncommutative spaces has been considering extensively in the theory of integrable systems and it is also interesting to explore some remarkable aspects of these equations such as Painlev\'e…
We investigate the recurrence coefficients of discrete orthogonal polynomials on the non-negative integers with hypergeometric weights and show that they satisfy a system of non-linear difference equations and a non-linear second order…
The Painleve-IV equation has two families of rational solutions generated respectively by the generalized Hermite polynomials and the generalized Okamoto polynomials. We apply the isomonodromy method to represent all of these rational…
Bleher and Kuijlaars, and Daems and Kuijlaars showed that the correlation functions of the eigenvalues of a random matrix from unitary ensemble with external source can be expressed in terms of the Christoffel-Darboux kernel for multiple…
A Fredholm integral equation of the second kind with the generalized Neumann kernel associated with the Riemann-Hilbert problem on unbounded multiply connected regions will be derived and studied in this paper. The derived integral equation…
This paper addresses the problem of finding an asymptotic solution for first and second order integro-differential equations containing an arbitrary kernel, by evaluating the corresponding inverse Laplace and Fourier transforms. The aim of…
Symmetries and solutions of the Painleve IV equation are presented in an alternative framework which provides the bridge between the Hamiltonian formalism and the symmetric Painleve IV equation. This approach originates from a method…
We give four examples of families of orthogonal polynomials for which the coefficients in the recurrence relation satisfy a discrete Painlev\'e equation. The first example deals with Freud weights $|x|^\rho \exp(-|x|^m)$ on the real line,…
The Gauss-Borel or $LU$ factorization of Gram matrices of bilinear forms is the pivotal element in the discussion of the theory of biorthogonal polynomials. The construction of biorthogonal families of polynomials and its second kind…
Airy and Pearcey-like kernels and generalizations arising in random matrix theory are expressed as double integrals of ratios of exponentials, possibly multiplied with a rational function. In this work it is shown that such kernels are…